GEA GROUP (Germany) Market Value
| G1A Stock | EUR 56.10 0.40 0.71% |
| Symbol | GEA |
GEA GROUP 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to GEA GROUP's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of GEA GROUP.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in GEA GROUP on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding GEA GROUP or generate 0.0% return on investment in GEA GROUP over 90 days. GEA GROUP is related to or competes with Calibre Mining, Caseys General, ADRIATIC METALS, Stag Industrial, GREENX METALS, SPARTAN STORES, and GOLDQUEST MINING. GEA Group Aktiengesellschaft engages in the development and production of systems and components for the food processing... More
GEA GROUP Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure GEA GROUP's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess GEA GROUP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.2748 | |||
| Maximum Drawdown | 4.89 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 2.29 |
GEA GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GEA GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GEA GROUP's standard deviation. In reality, there are many statistical measures that can use GEA GROUP historical prices to predict the future GEA GROUP's volatility.| Risk Adjusted Performance | 0.1727 | |||
| Jensen Alpha | 0.2526 | |||
| Total Risk Alpha | 0.3868 | |||
| Sortino Ratio | 0.2866 | |||
| Treynor Ratio | 1.2 |
GEA GROUP Backtested Returns
GEA GROUP appears to be very steady, given 3 months investment horizon. GEA GROUP retains Efficiency (Sharpe Ratio) of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for GEA GROUP, which you can use to evaluate the volatility of the firm. Please utilize GEA GROUP's Coefficient Of Variation of 513.07, semi deviation of 0.9452, and Market Risk Adjusted Performance of 1.21 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GEA GROUP holds a performance score of 15. The company owns a Beta (Systematic Risk) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GEA GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding GEA GROUP is expected to be smaller as well. Please check GEA GROUP's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether GEA GROUP's current price history will revert.
Auto-correlation | 0.59 |
Modest predictability
GEA GROUP has modest predictability. Overlapping area represents the amount of predictability between GEA GROUP time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GEA GROUP price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current GEA GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 4.45 |
GEA GROUP lagged returns against current returns
Autocorrelation, which is GEA GROUP stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting GEA GROUP's stock expected returns. We can calculate the autocorrelation of GEA GROUP returns to help us make a trade decision. For example, suppose you find that GEA GROUP has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
GEA GROUP regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If GEA GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GEA GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GEA GROUP stock over time.
Current vs Lagged Prices |
| Timeline |
GEA GROUP Lagged Returns
When evaluating GEA GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GEA GROUP stock have on its future price. GEA GROUP autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, GEA GROUP autocorrelation shows the relationship between GEA GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in GEA GROUP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in GEA Stock
GEA GROUP financial ratios help investors to determine whether GEA Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in GEA with respect to the benefits of owning GEA GROUP security.